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841.
Cristiano C. Santos Rosangela H. Loschi 《Journal of Statistical Computation and Simulation》2017,87(15):2940-2961
This paper aims at evaluating different aspects of Monte Carlo expectation – maximization algorithm to estimate heavy-tailed mixed logistic regression (MLR) models. As a novelty it also proposes a multiple chain Gibbs sampler to generate of the latent variables distributions thus obtaining independent samples. In heavy-tailed MLR models, the analytical forms of the full conditional distributions for the random effects are unknown. Four different Metropolis–Hastings algorithms are assumed to generate from them. We also discuss stopping rules in order to obtain more efficient algorithms in heavy-tailed MLR models. The algorithms are compared through the analysis of simulated and Ascaris Suum data. 相似文献
842.
In this article, we consider a robust method of estimating a realized covariance matrix calculated as the sum of cross products of intraday high-frequency returns. According to recent articles in financial econometrics, the realized covariance matrix is essentially contaminated with market microstructure noise. Although techniques for removing noise from the matrix have been studied since the early 2000s, they have primarily investigated a low-dimensional covariance matrix with statistically significant sample sizes. We focus on noise-robust covariance estimation under converse circumstances, that is, a high-dimensional covariance matrix possibly with a small sample size. For the estimation, we utilize a statistical hypothesis test based on the characteristic that the largest eigenvalue of the covariance matrix asymptotically follows a Tracy–Widom distribution. The null hypothesis assumes that log returns are not pure noises. If a sample eigenvalue is larger than the relevant critical value, then we fail to reject the null hypothesis. The simulation results show that the estimator studied here performs better than others as measured by mean squared error. The empirical analysis shows that our proposed estimator can be adopted to forecast future covariance matrices using real data. 相似文献
843.
This article considers the statistical analysis of dependent competing risks model with incomplete data under Type-I progressive hybrid censored condition using a Marshall–Olkin bivariate Weibull distribution. Based on the expectation maximum algorithm, maximum likelihood estimators for the unknown parameters are obtained, and the missing information principle is used to obtain the observed information matrix. As the maximum likelihood approach may fail when the available information is insufficient, Bayesian approach incorporated with auxiliary variables is developed for estimating the parameters of the model, and Monte Carlo method is employed to construct the highest posterior density credible intervals. The proposed method is illustrated through a numerical example under different progressive censoring schemes and masking probabilities. Finally, a real data set is analyzed for illustrative purposes. 相似文献
844.
Serik Sagitov 《随机性模型》2017,33(3):451-472
The Galton–Watson process is a Markov chain modeling the population size of independently reproducing particles giving birth to k offspring with probability pk, k ? 0. In this paper, we consider defective Galton–Watson processes having defective reproduction laws, so that ∑k ? 0pk = 1 ? ? for some ? ∈ (0, 1). In this setting, each particle may send the process to a graveyard state Δ with probability ?. Such a Markov chain, having an enhanced state space {0, 1, …}∪{Δ}, gets eventually absorbed either at 0 or at Δ. Assuming that the process has avoided absorption until the observation time t, we are interested in its trajectories as t → ∞ and ? → 0. 相似文献
845.
Raymond K. S. Chan 《Journal of Statistical Computation and Simulation》2017,87(15):2869-2881
The max-stable process is a natural approach for modelling extrenal dependence in spatial data. However, the estimation is difficult due to the intractability of the full likelihoods. One approach that can be used to estimate the posterior distribution of the parameters of the max-stable process is to employ composite likelihoods in the Markov chain Monte Carlo (MCMC) samplers, possibly with adjustment of the credible intervals. In this paper, we investigate the performance of the composite likelihood-based MCMC samplers under various settings of the Gaussian extreme value process and the Brown–Resnick process. Based on our findings, some suggestions are made to facilitate the application of this estimator in real data. 相似文献
846.
Rand R. Wilcox 《统计学通讯:模拟与计算》2017,46(4):3010-3019
For J ? 2 independent groups, the article deals with testing the global hypothesis that all J groups have a common population median or identical quantiles, with an emphasis on the quartiles. Classic rank-based methods are sometimes suggested for comparing medians, but it is well known that under general conditions they do not adequately address this goal. Extant methods based on the usual sample median are unsatisfactory when there are tied values except for the special case J = 2. A variation of the percentile bootstrap used in conjunction with the Harrell–Davis quantile estimator performs well in simulations. The method is illustrated with data from the Well Elderly 2 study. 相似文献
847.
《统计学通讯:模拟与计算》2013,42(3):525-547
ABSTRACT The nonparametric Wilcoxon–Mann–Whitney test is commonly used by practitioners for detecting differences in location (mean, median) between two samples. Earlier work has shown this test to have a number of disadvantages, most of which are remedied by use of the alternative robust rank-order test. Use of the robust rank-order test has been limited, perhaps partly because exact critical values have up to now been available for only a small number of sample-size values, and not for all of the commonly used levels of significance. This article expands what is known about the distribution of the robust rank-order test statistic; critical values are given for more sample sizes and for more levels of significance. 相似文献
848.
Hiroshi Yamada 《统计学通讯:理论与方法》2020,49(7):1629-1634
AbstractWhittaker–Henderson (WH) graduation is a popular smoothing method that has been used for mortality table construction in the actuarial sciences and for the trend-cycle decomposition in time series econometrics. This paper proves that the smoother matrix of WH graduation is bisymmetric (i.e., symmetric centrosymmetric). This result implies, for example, that the first row of the smoother matrix is equivalent to the last row of it in reverse order. We also provide some related results. 相似文献
849.
Vicente G. Cancho Edwin M.M. Ortega Gilberto A. Paula 《Journal of statistical planning and inference》2010
The purpose of this paper is to develop a Bayesian approach for log-Birnbaum–Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum–Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback–Leibler divergence. The developed procedures are illustrated with a real data set. 相似文献
850.
《随机性模型》2013,29(4):459-489
A functional central limit theorem for a class of time-homogeneous continuous-time Markov processes (X,Y) is proved. The process X is a positive recurrent Markov process on a countable-state space and the process Y has conditionally independent increments given X. The pair (X,Y) is called a Markov additive process. This paper unifies and generalizes several functional central limit theorems for Markov additive processes. An explicit expression for the variance parameter of the limit process is calculated using the local characteristics of the X process. The functional central limit theorem is then used to prove a heavy traffic limit theorem for the closed Lu–Kumar network. 相似文献